Appendices for “ Wavelet - Domain Regression and Predictive Inference in Psychiatric Neuroimaging
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چکیده
where sxβ is the sample variance of x T 1 β, . . . ,x T nβ, representing variance explained by the model, and R2 is the specified value (0.1 or 0.5). The left side of (A2) is similar to what Tibshirani and Knight (1999) called the “theoretical R2,” and has the interpretation that for responses generated according to (A1), (A2), the coefficient of determination for the true model is approximately equal to the specified value R2. An “R2 analogue” for logistic regression (Menard, 2000) is given by
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